Does "Aggregation Bias" Explain the PPP Puzzle?
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More about this item
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-15 (All new papers)
- NEP-ETS-2004-02-15 (Econometric Time Series)
- NEP-IFN-2004-02-15 (International Finance)
- NEP-RMG-2004-02-15 (Risk Management)
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